Credit Risk Mitigation Evidence in Auto Leases: LGD and Residual Value Risk

Hugues E. Pirotte Speder (), Mathias Schmit () and Céline E. Vaessen

No 04-008.RS, Working Papers CEB from Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB)

Keywords: Credit risk; Collateral; Basle accord; Capital requirements; Retail financing; Leasing. (search for similar items in EconPapers)
JEL-codes: G21 G28 G33 (search for similar items in EconPapers)
Date: 2004-01
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